[Cbc] CBC duals after MIP
John Forrest
john.forrest at fastercoin.com
Tue Jan 2 06:37:43 EST 2018
Rod,
Yes - you can check by doing
cbc ... -solve -solution $ -primals -solution $
which gives same solution after resolving
John
On 02/01/18 10:14, Rod Frowd wrote:
> Hi John
>
> After solving a MIP problem with CBC, does it automatically solve a
> post-MIP LP with the integer variables fixed to the MIP solution
> values so we can extract meaningful duals of the binding constraints?
>
> It looks like you can with CBC, although some of the commercial
> solvers require you to explicitly solve an LP with their integer
> variables fixed.
>
> Rod
> --
> Sent from my Android device with K-9 Mail. Please excuse my brevity.
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